Forecasting multivariate time series under present-value-model short- and long-run co-movement restrictions

Using a sequence of nested multivariate models that are VAR-based, we discuss different layers of restrictions imposed by present-value models (PVM hereafter) on the VAR in levels for series that are subject to present-value restrictions. Our focus is novel - we are interested in the short-run restrictions entailed by PVMs (Vahid and Engle, 1993, 1997) and their implications for forecasting. Using a well-known database, kept by Robert Shiller, we implement a forecasting competition that imposes different layers of PVM restrictions. Our exhaustive investigation of several different multivariate models reveals that better forecasts can be achieved when restrictions are applied to the unrestricted VAR. Moreover, imposing short-run restrictions produces forecast winners 70% of the time for the target variables of PVMs and 63.33% of the time when all variables in the system are considered.

A critical value function approach, with an application to persistent time-series

Researchers often rely on the t-statistic to make inference on parameters in statistical models. It is common practice to obtain critical values by simulation techniques. This paper proposes a novel numerical method to obtain an approximately similar test. This test rejects the null hypothesis when the test statistic islarger than a critical value function (CVF) of the data. We illustrate this procedure when regressors are highly persistent, a case in which commonly-used simulation methods encounter dificulties controlling size uniformly. Our approach works satisfactorily, controls size, and yields a test which outperforms the two other known similar tests.

Stochastic simulation of time-series models combined with geostatistics to predict water-table scenarios in a Guarani Aquifer System outcrop area, Brazil

Fundação de Amparo à Pesquisa do Estado de São Paulo (FAPESP)

Um estudo sobre o ensino-aprendizagem das demonstrações matemáticas

Demonstrations are fundamental instruments for Mathematics and, as such, are frequently used by mathematicians, math teachers and students. In fact, demonstrations are part of every Mathematics teaching environment, because Mathematics considers something true when it can be demonstrated. This is in contrast to other fields of knowledge that employ observation and experimentation to validate truth. This dissertation presents a study of the teaching and learning of demonstrations in Mathematics, describing a Teaching Module applied in a course on the Theory of Numbers offered by the Mathematics Department of the Universidade Federal do Rio Grande do Norte for mathematics majors. The objective of the dissertation was to propose and test a Teaching Module that can serve as a model for teaching demonstrations. The Teaching Module consisted of the following five steps: the application of a survey to determine the students‟ profiles and their previous knowledge of mathematical language and techniques of demonstration; the analysis of a series of dialogues containing arguments in everyday language; the investigation and analysis of the structure of some important techniques of demonstration; a written assessment; and, finally, an interview to further verify the principal results of the Teaching Module. The analysis of the data obtained though the classroom activities, written assessments and interviews led to the conclusion that there was a significant amount of assimilation of the issue at the level of relational understanding, (SKEMP, 1980). These instruments verified that the students attained considerable improvement in their use of mathematical language and of the techniques of demonstration presented. Thus, the evidence supports the conclusion that the proposed Teaching Module is an effective means for the teaching/learning of mathematical demonstration and, as such, provides a methodological guide which may lay the foundations for a new approach to this important subject

Euler e os números pentagonais

The present investigation includes a study of Leonhard Euler and the pentagonal numbers is his article Mirabilibus Proprietatibus Numerorum Pentagonalium - E524. After a brief review of the life and work of Euler, we analyze the mathematical concepts covered in that article as well as its historical context. For this purpose, we explain the concept of figurate numbers, showing its mode of generation, as well as its geometric and algebraic representations. Then, we present a brief history of the search for the Eulerian pentagonal number theorem, based on his correspondence on the subject with Daniel Bernoulli, Nikolaus Bernoulli, Christian Goldbach and Jean Le Rond d'Alembert. At first, Euler states the theorem, but admits that he doesn t know to prove it. Finally, in a letter to Goldbach in 1750, he presents a demonstration, which is published in E541, along with an alternative proof. The expansion of the concept of pentagonal number is then explained and justified by compare the geometric and algebraic representations of the new pentagonal numbers pentagonal numbers with those of traditional pentagonal numbers. Then we explain to the pentagonal number theorem, that is, the fact that the infinite product(1 x)(1 xx)(1 x3)(1 x4)(1 x5)(1 x6)(1 x7)... is equal to the infinite series 1 x1 x2+x5+x7 x12 x15+x22+x26 ..., where the exponents are given by the pentagonal numbers (expanded) and the sign is determined by whether as more or less as the exponent is pentagonal number (traditional or expanded). We also mention that Euler relates the pentagonal number theorem to other parts of mathematics, such as the concept of partitions, generating functions, the theory of infinite products and the sum of divisors. We end with an explanation of Euler s demonstration pentagonal number theorem

Proposta para uma abordagem do conceito de oxirredução no Programa Nacional de Integração da Educação Profissional com a Educação Básica na modalidade de Educação de Jovens e Adultos Educação Profissional Técnica de Nível Médio (PROEJA)

The National Program of Professional Education Integration with Basic Education for Youngsters and Adults (PROEJA) Technical Professional Education Ensino Médio has opened a new chapter in the history of education in Brazil, making possible the integration of basic education and professional education. This new form of education, which is still in its early implementation, presents a series of challenges to be overcome. Specifically about the teaching of Chemistry, didactic material to match PROEJA s specific needs is practically inexistent. Thus, this work has the purpose of developing didactic material for the teaching of Chemistry for Professional and Technological Education of Youngsters and Adults in the courses of Electronics, Technical Electronics and Maintenance and Support for Computing at Instituto Federal de Educação,Ciência e Tecnologia do Rio Grande do Norte. This material aims at working chemical concepts of oxi-reduction reactions through a theme approach following Freire s conceptions for the teaching of Youngsters and Adults

Synthesis and in vitro anti Mycobacterium tuberculosis activity of a series of phthalimide derivatives

Fundação de Amparo à Pesquisa do Estado de São Paulo (FAPESP)

Potential tuberculostatic agents. Topliss application on benzoic acid [(5-nitro-thiophen-2-yl)-methylene]-hydrazide series

Nitroaromatic compounds such as nifuroxazide are used in many human enteropathogenic bacteria infections without causing an increase in the plasmidial antibiotic resistance of the aerobic Gram-negative intestinal Enterobacteriaceae. For these reasons, these compounds have been synthesized using the rational approach of Topliss' decision tree. Generally. this approach allows us to obtain the most active derivative from the series in a few steps. These compounds were tested against Mycobacterium tuberculosis in vitro and the most active of the series identified. A new lead for potential tuberculostatic activity has been predicted and will be used in further QSAR studies. (C) 2002 Elsevier B.V. Ltd. All rights reserved.

Identification of oligomers in polyethyleneterephthalate bottles for mineral water and fruit juice - Development and validation of a high-performance liquid chromatographic method for the determination of first series cyclic trimer

Cyclic oligomers were identified in PET bottles used for mineral water and fruit juice using MS and H-1 and C-13 NMR: a first series cyclic trimer, a first series cyclic tetramer, a first series cyclic dimmer and a second series cyclic trimer. An analytical method to determine first series cyclic trimer in these bottles was developed and validated, using HPLC. The first series cyclic trimer levels were 316-462 mg/100 g of PET bottle. (c) 2005 Elsevier B.V. All rights reserved.

Time-series-based maximization of distributed wind power generation integration

Energy policies and technological progress in the development of wind turbines have made wind power the fastest growing renewable power source worldwide. The inherent variability of this resource requires special attention when analyzing the impacts of high penetration on the distribution network. A time-series steady-state analysis is proposed that assesses technical issues such as energy export, losses, and short-circuit levels. A multiobjective programming approach based on the nondominated sorting genetic algorithm (NSGA) is applied in order to find configurations that maximize the integration of distributed wind power generation (DWPG) while satisfying voltage and thermal limits. The approach has been applied to a medium voltage distribution network considering hourly demand and wind profiles for part of the U.K. The Pareto optimal solutions obtained highlight the drawbacks of using a single demand and generation scenario, and indicate the importance of appropriate substation voltage settings for maximizing the connection of MPG.

Melhora da estabilidade dinâmica de sistemas elétricos de potência multimáquinas usando o dispositivo facts thyristor-controlled series capacitor - TCSC

Conselho Nacional de Desenvolvimento Científico e Tecnológico (CNPq)

Structural Health Monitoring in Smart Structures Through Time Series Analysis

Fundação de Amparo à Pesquisa do Estado de São Paulo (FAPESP)

Efficacy of surgical versus conservative treatment in esophageal perforation: a systematic review of case series studies

PURPOSE: To evaluate the efficacy of surgical treatment for esophageal perforation. METHODS: A systematic review of the literature was performed. We conducted a search strategy in the main electronic databases such as PubMed, Embase and Lilacs to identify all case series. RESULTS: Thirty three case series met the inclusion criteria with a total of 1417 participants. The predominant etiology was iatrogenic (54.2%) followed by spontaneous cause (20.4%) and in 66.1% the localization was thoracic. In 65.4% and 33.4% surgical and conservative therapy, respectively, was considered the first choice. There was a statistically significance different with regards mortality rate favoring the surgical group (16.3%) versus conservative treatment (21.2%) (p<0.05). CONCLUSION: Surgical treatment was more effective and safe than conservative treatment concerning mortality rates, although the possibility of bias due to clinical and methodological heterogeneity among the included studies and the level of evidence that cannot be ruled out.